+42.6%
REPL vs WING
+264.1%
-221.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.5% |
| 7D | +22.8% | +9.0% | +13.7% | +19.5% |
| 30D | +63.8% | +39.9% | +23.8% | +48.0% |
| 3M | +68.1% | +40.4% | +27.7% | +49.8% |
| 6M | +528.5% | +12.9% | +515.6% | +481.9% |
| YTD | +122.4% | -31.1% | +153.5% | +128.5% |
| 1Y | +154.4% | -32.7% | +187.1% | +161.8% |
| 3Y | +68.0% | -19.8% | +87.8% | +59.3% |
| 5Y | -35.4% | +4.0% | -39.3% | -48.2% |
| All | +42.6% | +264.1% | -221.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WING wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling